Interest Rates Products

 
 
Know Your Options
Bundle Futures Launched
DSFs, Ultras added to Portfolio Margining
Eurodollar Bundle Futures and Options
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.760 0 99.765 99.765 99.755 4739
Eurodollar GEH5 Mar 2015 99.745 +0.005 99.740 99.745 99.735 11769
Eurodollar GEM5 Jun 2015 99.645 +0.005 99.640 99.650 99.635 13220
Eurodollar GEU5 Sep 2015 99.490 +0.015 99.475 99.490 99.470 10575
Eurodollar GEZ5 Dec 2015 99.285 +0.02 99.265 99.290 99.260 17663
Eurodollar GEH6 Mar 2016 99.085 +0.03 99.055 99.085 99.050 24848
Eurodollar GEM6 Jun 2016 98.865 +0.035 98.835 98.870 98.825 10742
Eurodollar GEU6 Sep 2016 98.635 +0.035 98.595 98.645 98.590 14882
10-Year U.S. Treasury Note ZNZ4 Dec 2014 128'070 +0'130 127'235 128'080 127'225 103274
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 103'020 b +0'070 102'285 103'020 102'285 64
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 106'050 b +0'140 - 106'050 - -
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.760 0 99.765 99.765 99.755 4739
Eurodollar GEH5 Mar 2015 99.745 +0.005 99.740 99.745 99.735 11769
Eurodollar GEM5 Jun 2015 99.645 +0.005 99.640 99.650 99.635 13220
Eurodollar GEU5 Sep 2015 99.490 +0.015 99.475 99.490 99.470 10575
Eurodollar GEZ5 Dec 2015 99.285 +0.02 99.265 99.290 99.260 17663
Eurodollar GEH6 Mar 2016 99.085 +0.03 99.055 99.085 99.050 24848
Eurodollar GEM6 Jun 2016 98.865 +0.035 98.835 98.870 98.825 10742
Eurodollar GEU6 Sep 2016 98.635 +0.035 98.595 98.645 98.590 14882
30-Day Federal Funds ZQX4 Nov 2014 - - - - -
2-Year Eurodollar Bundle BU2Z4 Dec 2014 - - - - -
3-Year Eurodollar Bundle BU3Z4 Dec 2014 - - - - -
5-Year Eurodollar Bundle BU5Z4 Dec 2014 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 160'11 +0'28 159'09 160'13 159'09 2730
U.S. Treasury Bond ZBZ4 Dec 2014 143'23 +0'20 143'00 143'24 142'30 17895
10-Year U.S. Treasury Note ZNZ4 Dec 2014 128'070 +0'130 127'235 128'080 127'225 103274
5-Year U.S. Treasury Note ZFZ4 Dec 2014 120'175 +0'065 120'092 120'180 120'090 42477
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 110'000 +0'010 109'307 110'002 109'305 5932
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 100'200 b +0'010 - 100'200 - -
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 103'020 b +0'070 102'285 103'020 102'285 64
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 106'050 b +0'140 - 106'050 - -
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 111'28 b +0'23 - 111'28 - -
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through the CME Globex electronic trading platform and trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX, and COMEX.